+46.4%
FBTC vs XPO
+127.6%
-81.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.9% |
| 7D | -9.2% | +9.0% | -18.1% | -10.7% |
| 30D | -15.8% | +4.2% | -20.0% | -16.6% |
| 3M | +8.7% | -8.7% | +17.3% | +10.3% |
| 6M | -13.6% | -2.8% | -10.9% | -13.7% |
| YTD | -21.5% | +41.9% | -63.3% | -28.3% |
| 1Y | -29.9% | +42.3% | -72.3% | -36.3% |
| All | +46.4% | +127.6% | -81.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling